+188.3%
AMAT vs EFA
+19.4%
+169.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +1.5% |
| 7D | +6.9% | -0.5% | +7.4% | +7.8% |
| 30D | -10.1% | -1.3% | -8.8% | -7.6% |
| 3M | -6.0% | +5.2% | -11.2% | -13.8% |
| 6M | +38.6% | +9.4% | +29.3% | +20.9% |
| YTD | +83.1% | +12.7% | +70.4% | +47.8% |
| 1Y | +188.3% | +19.3% | +169.1% | +102.4% |
| All | +188.3% | +19.4% | +169.0% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling